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Yongcheol Shin
Yongcheol Shin (, born 24 December 1960) is a British economist at the University of York. He has previously held positions at leading academic institutions such as University of Cambridge, University of Edinburgh and University of Leeds. His notable contributions to econometrics include asymmetric autoregressive distributed lag model, unit root tests in ESTAR framework, and the long-run structural VAR modelling approach. Education and career Yongcheol Shin received his bachelor's degree in English Literature in 1983 and Master's in Economics at the Hankuk University of Foreign Studies, South Korea in 1985. He received his PhD in economics from Michigan State University in 1992. Currently, Shin is a professor at the Department of Economics and Related Studies at the University of York. Before he has worked as professor at the Department of Economics at the Leeds University Business School (University of Leeds) for seven years. Previously, he has worked as Senior Research Offi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
South Korea
South Korea, officially the Republic of Korea (ROK), is a country in East Asia. It constitutes the southern half of the Korea, Korean Peninsula and borders North Korea along the Korean Demilitarized Zone, with the Yellow Sea to the west and the Sea of Japan to the east. Like North Korea, South Korea claims to be the sole legitimate government of the entire peninsula and List of islands of South Korea, adjacent islands. It has Demographics of South Korea, a population of about 52 million, of which half live in the Seoul Metropolitan Area, the List of largest cities, ninth most populous metropolitan area in the world; other major cities include Busan, Daegu, and Incheon. The Korean Peninsula was inhabited as early as the Lower Paleolithic period. Gojoseon, Its first kingdom was noted in Chinese records in the early seventh century BC. From the mid first century BC, various Polity, polities consolidated into the rival Three Kingdoms of Korea, kingdoms of Goguryeo, Baekje, and Sil ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Microfit (software)
Microfit is a statistics package developed by Bahram Pesaran and M. Hashem Pesaran, and published by Oxford University Press. It is designed for econometric modelling with time series In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. ... data. References External links Website at Oxford University Press Time series software Oxford University Press Windows-only proprietary software {{science-software-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Academics Of The University Of Cambridge , a person who is a researcher or has expertise in an academic discipline
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Academic means of or related to an academy, an institution learning. Academic or academics may also refer to: * Academic staff, or faculty, teachers or research staff * school of philosophers associated with the Platonic Academy in ancient Greece * The Academic, Irish indie rock band * "Academic", song by New Order from the 2015 album ''Music Complete'' Other uses *Academia (other) *Academy (other) *Faculty (other) *Scholar A scholar is a person who is a researcher or has expertise in an academic discipline. A scholar can also be an academic, who works as a professor, teacher, or researcher at a university. An academic usually holds an advanced degree or a termina ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Purpose: Because living persons may suffer personal harm from inappropriate information, we should watch their articles carefully. By adding an article to this category, it marks them with a notice about sources whenever someone tries to edit them, to remind them of WP:BLP (biographies of living persons) policy that these articles must maintain a neutral point of view, maintain factual accuracy, and be properly sourced. Recent changes to these articles are listed on Special:RecentChangesLinked/Living people. Organization: This category should not be sub-categorized. Entries are generally sorted by family name In many societies, a surname, family name, or last name is the mostly hereditary portion of one's personal name that indicates one's family. It is typically combined with a given name to form the full name of a person, although several give .... Maintenance: Individuals of advanced age (over 90), for whom there has been no new documentation in the last ten ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
1960 Births
It is also known as the " Year of Africa" because of major events—particularly the independence of seventeen African nations—that focused global attention on the continent and intensified feelings of Pan-Africanism. Events January * January 1 – Cameroon becomes independent from France. * January 9– 11 – Aswan Dam construction begins in Egypt. * January 10 – British Prime Minister Harold Macmillan makes the "Wind of Change" speech for the first time, to little publicity, in Accra, Gold Coast (modern-day Ghana). * January 19 – A revised version of the Treaty of Mutual Cooperation and Security between the United States and Japan ("U.S.-Japan Security Treaty" or "''Anpo (jōyaku)''"), which allows U.S. troops to be based on Japanese soil, is signed in Washington, D.C. by Prime Minister Nobusuke Kishi and President Dwight D. Eisenhower. The new treaty is opposed by the massive Anpo protests in Japan. * January 21 ** Coalbrook mining disaster: A coal mine ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
KPSS Test
In econometrics, Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests are used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root. Contrary to most unit root tests, the presence of a unit root is not the null hypothesis but the alternative. Additionally, in the KPSS test, the absence of a unit root is not a proof of stationarity but, by design, of trend-stationarity. This is an important distinction since it is possible for a time series to be non-stationary, have no unit root yet be trend-stationary. In both unit root and trend-stationary processes, the mean can be growing or decreasing over time; however, in the presence of a shock, trend-stationary processes are mean-reverting (i.e. transitory, the time series will converge again towards the growing mean, which was not affected by the shock) while unit-root processes have a permanent impact on the mean (i.e. no ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometric Reviews
''Econometric Reviews'' is a scholarly econometrics Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics", '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8 ... journal. It is published six times per year. Along with articles on econometrics, the journal also includes reviews of books and software within the scope of the journal's econometrics coverage. Its editor is Esfandiar Maasoumi. References Econometrics journals {{econometrics-journal-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mohammad Hashem Pesaran
Mohammad Hashem Pesaran (born 30 March 1946) is a British–Iranian economist. He received his BSc in economics at the University of Salford (England) and his PhD in Economics at Cambridge University. Previously, Pesaran was professor at the Faculty of Economics at the University of Cambridge and a professorial fellow of Trinity College, Cambridge. He is the John Elliott Distinguished Chair in Economics at the University of Southern California and has held that position since August 2005. He also serves as the director of the USC Dornsife Center for Applied Financial Economics Research. In January 2013, he was made a distinguished professor at USC. He has been head of the Economic Research Department of the Central Bank of Iran and the under-secretary of the Iranian Ministry of Education. He has also been a professor of economics and the director of the Applied Econometrics Program at UCLA, and visiting professor at the Institute of Advanced Studies in Vienna, at the Univ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Empirical Finance
Empirical evidence is evidence obtained through sense experience or experimental procedure. It is of central importance to the sciences and plays a role in various other fields, like epistemology and law. There is no general agreement on how the terms ''evidence'' and ''empirical'' are to be defined. Often different fields work with quite different conceptions. In epistemology, evidence is what justifies beliefs or what determines whether holding a certain belief is rational. This is only possible if the evidence is possessed by the person, which has prompted various epistemologists to conceive evidence as private mental states like experiences or other beliefs. In philosophy of science, on the other hand, evidence is understood as that which '' confirms'' or ''disconfirms'' scientific hypotheses and arbitrates between competing theories. For this role, evidence must be public and uncontroversial, like observable physical objects or events and unlike private mental states, so th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Asset Pricing
In financial economics, asset pricing refers to a formal treatment and development of two interrelated Price, pricing principles, outlined below, together with the resultant models. There have been many models developed for different situations, but correspondingly, these stem from either General equilibrium theory, general equilibrium asset pricing or Rational pricing, rational asset pricing, the latter corresponding to risk neutral pricing. Investment theory, which is near synonymous, encompasses the body of knowledge used to support the decision-making process of choosing investments, and the asset pricing models are then applied in determining the Required rate of return, asset-specific required rate of return on the investment in question, and for hedging. General equilibrium asset pricing Under general equilibrium theory prices are determined through Market price, market pricing by supply and demand. See, e.g., Tim Bollerslev (2019)"Risk and Return in Equilibrium: The C ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Macroeconomics
Macroeconomics is a branch of economics that deals with the performance, structure, behavior, and decision-making of an economy as a whole. This includes regional, national, and global economies. Macroeconomists study topics such as output (economics), output/Gross domestic product, GDP (gross domestic product) and national income, unemployment (including Unemployment#Measurement, unemployment rates), price index, price indices and inflation, Consumption (economics), consumption, saving, investment (macroeconomics), investment, Energy economics, energy, international trade, and international finance. Macroeconomics and microeconomics are the two most general fields in economics. The focus of macroeconomics is often on a country (or larger entities like the whole world) and how its markets interact to produce large-scale phenomena that economists refer to as aggregate variables. In microeconomics the focus of analysis is often a single market, such as whether changes in supply or ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
